scientific article; zbMATH DE number 1440548
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Publication:4950311
zbMath1073.35514MaRDI QIDQ4950311
Publication date: 8 May 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dynamic programming in optimal control and differential games (49L20) Singular perturbations in context of PDEs (35B25) Nonlinear first-order PDEs (35F20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (6)
Asymptotic expansion of a solution to a singular perturbation optimal control problem on an interval with integral constraint ⋮ The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization ⋮ Asymptotic estimates for a solution of a singular perturbation optimal control problem on a closed interval under geometric constraints ⋮ The value functions of singularly perturbed time-optimal control problems in the framework of Lyapunov functions method ⋮ Differential equations. Transl. from the Russian ⋮ Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
Cites Work
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- Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
- Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions.
- Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games
- Applications of Singular Perturbation Techniques to Control Problems
- Viscosity Solutions of Hamilton-Jacobi Equations
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